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Error Models Lecture 06 Thomas Herring tah@mit.edu Issues in GPS Error Analysis • What are the sources of the errors ? • How much of the error can we remove by better modeling ? • Do we have enough information to infer the uncertainties from the data ? • What mathematical tools can we use to represent the errors and uncertainties ? 8/10/11 Izmir GG Shortcourse 2 Determining the Uncertainties of GPS Parameter Estimates • Rigorous estimate of uncertainties requires full knowledge of the error spectrum—both temporal and spatial correlations (never possible) • Sufficient approximations are often available by examining time series (phase and/or position) and reweighting data • Whatever the assumed error model and tools used to implement it, external validation is important 8/10/11 Izmir GG Shortcourse 3 Sources of Error • Signal propagation effects – Receiver noise – Ionospheric effects – Signal scattering ( antenna phase center / multipath ) – Atmospheric delay (mainly water vapor) • Unmodeled motions of the station – Monument instability – Loading of the crust by atmosphere, oceans, and surface water • Unmodeled motions of the satellites 8/10/11 Izmir GG Shortcourse 4 Simple geometry for incidence of a direct and reflected signal Multipath contributions to observed phase for an antenna at heights (a) 0.15 m, (b) 0.6 m, and (c ) 1 m. [From Elosegui et al, 1995] 8/10/11 Izmir GG Shortcourse 5 Characterizing Phase Noise Epochs 20 0 mm -20 1 2 3 4 5 Hours Elevation angle and phase residuals for single satellite 8/10/11 Izmir GG Shortcourse 6 Characterizing the Noise in Daily Position Estimates Note temporal correlations of 30- 100 days and seasonal terms 8/10/11 Izmir GG Shortcourse 7 Spectral Analysis of the Time Series to Estimate an Error Model Figure 5 from Williams et al [2004]: Power spectrum for common-mode error in the SOPAC regional SCIGN analysis. Lines are best-fit WN + FN models (solid=mean ampl; dashed=MLE) Note lack of taper and misfit for periods > 1 yr 8/10/11 Izmir GG Shortcourse 8 . . . spectral analysis approach • Power law: slope of line fit to spectrum – 0 = white noise – -1 = flicker noise – -2 = random walk • Non-integer spectral index (e.g. “fraction white noise” 1 > k > -1 ) • Good discussion in Williams [2003] • Problems: – Computationally intensive – No model captures reliably the lowest-frequency part of the spectrum 8/10/11 Izmir GG Shortcourse 9 Examples of times series and spectra for global stations From Mao et al., 1999 8/10/11 Izmir GG Shortcourse 10 Short-cut: Use white noise statistics ( wrms) to predict the flicker noise White noise vs flicker noise from Mao et al. [1999] spectral analysis of 23 global stations 8/10/11 Izmir GG Shortcourse 11 “Realistic Sigma” Algorithm for Velocity Uncertainties • Motivation: computational efficiency, handle time series with varying lengths and data gaps; obtain a model that can be used in globk • Concept: The departure from a white-noise (sqrt n) reduction in noise with averaging provides a measure of correlated noise. • Implementation: – Fit the values of chi2 vs averaging time to the exponential function expected for a first-order Gauss-Markov (FOGM) process (amplitude, correlation time) – Use the chi2 value for infinite averaging time predicted from this model to scale the white-noise sigma estimates from the original fit – and/or – Fit the values to a FOGM with infinite averaging time (i.e., random walk) and use these estimates as input to globk (mar_neu command) 8/10/11 Izmir GG Shortcourse 12 Effect of Averaging on Time-series Noise Note the dominance of correlated errors and unrealistic rate uncertainties with a white noise assumption: .01 mm/yr N,E .04 mm/yr U 8/10/11 Izmir GG Shortcourse 13 Yellow: Daily (raw) Blue: 7-day averages Same site, East component ( daily wrms 0.9 mm nrms 0.5 ) 64-d avg wrms 0.7 mm nrms 2.0 100-d avg wrms 0.6 mm nrms 3.4 400-d avg wrms 0.3 mm nrms 3.1 8/10/11 Izmir GG Shortcourse 14 Estimating a “realistic-sigma” by fitting an exponential function to chi-square vs averaging time Get scale factor by evaluating the function at an infinite averaging time 8/10/11 Izmir GG Shortcourse 15 Using TSVIEW to compute and display the “realistic-sigma” results Note rate uncertainties with the “realistic- sigma” algorithm : 0.09 mm/yr N 0.13 mm/yr E 0.13 mm/yr U Red lines show the 68% probability bounds of the velocity based on the results of applying the algorithm. 8/10/11 Izmir GG Shortcourse 16 Comparison of estimated velocity uncertainties using spectral analysis (CATS*) and Gauss-Markov fitting of averages (GLOBK) Plot courtesy E. Calias 8/10/11 Izmir GG Shortcourse 17 Velocity Errors due to Seasonal Signals Annual signals from atmospheric and hydrological loading, monument translation and tilt, and antenna temperature sensitivity are common in GPS time series Theoretical analysis of a continuous time series by Blewitt and Lavallee [2002] Top: Bias in velocity from a 1mm sinusoidal signal in-phase and with a 90-degree lag with respect to the start of the data span Bottom: Maximum and rms velocity bias over all phase angles – The minimum bias is NOT obtained with continuous data spanning an even number of years – The bias becomes small after 3.5 years of observation 8/10/11 Izmir GG Shortcourse 18 Summary of Practical Approaches • White noise + flicker noise (+ random walk) to model the spectrum [Williams et al., 2004] • White noise as a proxy for flicker noise [Mao et al., 1999] • Random walk to model to model an exponential spectrum [Herring “realistic sigma” algorithm for velocities] • “Eyeball” white noise + random walk for non-continuous data ______________________________________ • Only the last two can be applied in GLOBK for velocity estimation • All approaches require common sense and verification 8/10/11 Izmir GG Shortcourse 19 Determining the Uncertainties of GPS Estimates of Station Velocities • Understanding the sources of error • Time series analysis to determine statistics for reweighting the data • Whatever the assumed error model and tools used to implement it, external validation is important 8/10/11 Izmir GG Shortcourse 20 External Validation for Velocity Uncertainties -- assume no strain within a geological rigid block GMT plot at 70% confidence 17 sites in central Macedonia: 4-5 velocities pierce error ellipses 8/10/11 Izmir GG Shortcourse 21 .. same solution plotted with 95% confidence ellipses 1-2 of 17 velocities pierce error ellipses 8/10/11 Izmir GG Shortcourse 22 A more rigorous assessment for data from Cascadia Colors show slipping and locked portions of the subducting slab where the surface velocities are highly sensitive to the model; area to the east is slowly deforming and insensitive to the details of the model 8/10/11 Izmir GG Shortcourse 23 McCaffrey et al. 2007 Velocities and 70% error ellipses for 300 sites observed by continuous and survey-mode GPS 1991-2004 Test area (next slide) is east of 238E 8/10/11 Izmir GG Shortcourse 24 Residuals to elastic block model for 70 sites in slowly deforming region Error ellipses are for 70% confidence: 13-17 velocities pierce their ellipse 8/10/11 Izmir GG Shortcourse 25 Locations of one continuous (BURN) 217U and 3 survey-mode SARG sites for time series shown in next slides DALL BURN 8/10/11 Izmir GG Shortcourse 26 Time series of monthly position estimates for continuous site BURN Wrms ~ 1 mm N,E ~ 3 mm U Rate uncertainties < 0.2 mm/yr N,E 0.7 mm/yr U do not include random walk added for velocity estimates 8/10/11 Izmir GG Shortcourse 27 Next slide shows time series for 217U survey-mode site SARG 217U Note consistency DALL with nearby sites BURN 8/10/11 Izmir GG Shortcourse 28 Time series for survey-mode site 217U Position estimates based on 8-24 hr occupations Note < 1 mm rate uncertainties due to 7-yr time span 8/10/11 Izmir GG Shortcourse 29 Next slide shows time series for 217U survey-mode site SARG SARG DALL BURN 8/10/11 Izmir GG Shortcourse 30 Horizontal time series for survey-mode site SARG Position estimates based on 8-24 hr occupations Note 1 mm wrms and < 1 mm rate sigmas 8/10/11 Izmir GG Shortcourse 31 Next slide shows time series for 217U survey-mode site SARG DALL Note consistency DALL with nearby sites except continuous site GWEN BURN 8/10/11 Izmir GG Shortcourse 32 Horizontal time series for survey-mode site DALL Position estimates based on 8-24 hr occupations Rate sigmas < 1 mm/yr and consistent with surrounding sites even with velocities determined essentially by two occupations 3 yrs apart 8/10/11 Izmir GG Shortcourse 33 Statistics of Time Series Distribution of normalized rms for horizontal magnitudes residuals after removing the block model 357 sites NRMS E, N 1.00, 1.03 NRMS 8/10/11 Izmir GG Shortcourse 34 Statistics of Velocity Residuals Cumulative histogram of normalized velocity residuals for Eastern Oregon & Washington ( Percent 70 sites ) Within Ratio Noise added to position for each survey: 0.5 mm random 1.0 mm/sqrt(yr)) random walk Solid line is theoretical for Gaussian distribution Ratio (velocity magnitude/uncertainty) 8/10/11 Izmir GG Shortcourse 35 Statistics of Velocity Residuals Percent Within Same as last slide but with a Ratio smaller random-walk noise added : 0.5 mm random 0.5 mm/yr random walk ( vs 1.0 mm/sqrt(yr)) RW for ‘best’ noise model ) Note greater number of residuals in range of 1.5-2.0 sigma Ratio (velocity magnitude/uncertainty) 8/10/11 Izmir GG Shortcourse 36 Statistics of Velocity Residuals Same as last slide but with larger Percent Within random and random-walk noise added Ratio : 2.0 mm white noise 1.5 mm/sqrt(yr)) random walk ( vs 0.5 mm WN and 1.0 mm/sqrt(yr)) RW for ‘best’ noise model ) Note smaller number of residuals in all ranges above 0.1-sigma Ratio (velocity magnitude/uncertainty) 8/10/11 Izmir GG Shortcourse 37 Summary • All algorithms for computing estimates of standard deviations have various problems: Fundamentally, rate standard deviations are dependent on low frequency part of noise spectrum which is poorly determined. • Assumptions of stationarity are often not valid • “Realistic sigma” algorithm is a covenient and reliable appraoch to getting velocity uncertainties in globk • Velocity residuals from a model, together with their uncertainties, can be used to validate the error model 8/10/11 Izmir GG Shortcourse 38 Tools for Error Analysis in GAMIT/GLOBK • GAMIT: AUTCLN reweight = Y (default) uses phase rms from postfit edit to reweight data with constant + elevation-dependent terms • GLOBK – rename ( eq_file) _XPS or _XCL to remove outliers – sig_neu adds white noise by station and span; useful for handling outliers – mar_neu adds random-walk noise: principal method for controlling velocity uncertainties – In the gdl files, can rescale variances of an entire h-file: useful when combining solutions from with different sampling rates or from different programs (Bernese, GIPSY) • Utilities – Realistic sigma” algorithm implemented in tsview (MATLAB) and enfit/ensum; sh_gen_stats generates mar_neu commands for globk based on the noise estimates – sh_plotvel (GMT) allows setting of confidence level of error ellipses – sh_tshist and sh_velhist can be used to generate histograms of time series and velocities 8/10/11 Izmir GG Shortcourse 39 Summary • There are no absolute methods that ensure the correct error model can be determined for a set of data processing. • We attempt to determine with 1-sigma values, that 68% of values will be within this range due to noise; with 2-sigma, 95% of values (1-d) even when the probability distribution is not Gaussian. • The most under certain aspect is determining the nature of the temporal and spatial correlations in the results. Generally, large amounts of data are needed for this and the assumption of stationarity. 8/10/11 Izmir GG Shortcourse 40 References Spectral Analysis Langbein and Johnson [J. Geophys. Res., 102, 591, 1997] Zhang et al. [J. Geophys. Res., 102, 18035, 1997] Mao et al. [J. Geophys. Res., 104, 2797, 1999] Dixon et al. [Tectonics , 19, 1, 2000] Herring [GPS Solutions, 7, 194, 2003] Williams [J. Geodesy, 76, 483, 2003] Williams et al. [J. Geophys. Res. 109, B03412, 2004] Langbein [J. Geophys. Res., 113, B05405, 2008] Williams, S. [GPS Solutions, 12, 147, 2008] Effect of seasonal terms on velocity estimates Blewitt and Lavaellee [J. Geophys. Res. 107, 2001JB000570, 2002] Realistic Sigma Algorithm Herring [GPS Solutions, 7, 194, 2003] Reilinger et al. [J. Geophys. Res., 111, B5, 2006] Validation in velocity fields McClusky et al. [J. Geophys. Res. 105, 5695, 2000] McClusky et al. [Geophys. Res. Lett., 28, 3369, 2000] Davis et al. [J. Geophys. Res. Lett. 2003GL016961, 2003] McCaffrey et al., [Geophys J. Int., 2007.03371, 2007] 8/10/11 Izmir GG Shortcourse 41